#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Instruments;
namespace Cephei.QL.Pricingengines
{
    /// <summary> 
	/// ! Black-Scholes 1973 calculator class
	/// </summary>
    [Guid ("EC8CD38F-7A23-4544-8F6D-0B947137616D"),ComVisible(true)]
	public interface IBlackScholesCalculator : Cephei.QL.Pricingengines.IBlackCalculator
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double Delta();
        /// <summary> 
		/// 
		/// </summary>
		 Double Elasticity();
        /// <summary> 
		/// 
		/// </summary>
		 Double Gamma();
        /// <summary> 
		/// 
		/// </summary>
		 Double Theta(Double maturity);
        /// <summary> 
		/// 
		/// </summary>
		 Double ThetaPerDay(Double maturity);
    }   

    /// <summary> 
	/// ! Black-Scholes 1973 calculator class Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IBlackScholesCalculator_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IBlackScholesCalculator Create (Cephei.QL.Instruments.IStrikedTypePayoff payoff, Double spot, Double growth, Double stdDev, Double discount);
        /// <summary> 
		/// 
		/// </summary>
	    IBlackScholesCalculator Create (QL.Option.TypeEnum optionType, Double strike, Double spot, Double growth, Double stdDev, Double discount);
    }
}

